+6.4%
RLJ vs VT
+57.4%
-51.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | -0.5% |
| 7D | +0.9% | +0.4% | +0.5% | +0.3% |
| 30D | +14.8% | -2.6% | +17.4% | +18.4% |
| 3M | +17.2% | -3.2% | +20.5% | +21.7% |
| 6M | +47.6% | +0.9% | +46.7% | +44.6% |
| YTD | +81.0% | +11.3% | +69.7% | +55.9% |
| 1Y | +89.7% | +14.0% | +75.7% | +58.2% |
| 3Y | +57.6% | +75.8% | -18.3% | -26.3% |
| 5Y | +6.4% | +57.8% | -51.4% | -39.5% |
| All | +6.4% | +57.4% | -51.0% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling